09hw9

# 09hw9 - EE 464, Mitra Spring 2009 Homework 9 Due Monday,...

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Unformatted text preview: EE 464, Mitra Spring 2009 Homework 9 Due Monday, April 6, 2009, 10am This problem set investigates properties conditional pdfs and functions of two random variables. 1. Bivariate Gaussian random variables revisited (a) Given 5000 samples of a bivariate Gaussian random variable with the following parameters: m = - 1 5 = 1 1 . 5 1 . 5 4 generate a procedure for determining the conditional mean of X 1 given 4 . 35 X 2 4 . 45 . Implement this procedure and compare it to the actual value under the assumption that X 2 = 4 . 4 . (b) Generate a procedure for determining the conditional variance of X 1 given 4 . 35 X 2 4 . 45 . Implement this procedure and compare it to the actual value under the assumption that X 2 = 4 . 4 . (c) For an arbitrary mean and covariance matrix, i.e. let m = [ m X 1 ,m X 2 ] T = 2 X 1 X 1 X 2 X 1 X 2 2 X 2 derive the mean-squared error between the conditional random variable X 1 | X 2 and E X 1 | X 2...
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## This note was uploaded on 02/02/2010 for the course EE 464 taught by Professor Caire during the Spring '06 term at USC.

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09hw9 - EE 464, Mitra Spring 2009 Homework 9 Due Monday,...

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